Soc. Generale Call 6 STAN 20.12.2.../  DE000SU79845  /

EUWAX
2024-05-17  8:14:38 AM Chg.+0.12 Bid10:00:47 PM Ask10:00:47 PM Underlying Strike price Expiration date Option type
2.34EUR +5.41% -
Bid Size: -
-
Ask Size: -
Standard Chartered P... 6.00 GBP 2024-12-20 Call
 

Master data

WKN: SU7984
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Call
Strike price: 6.00 GBP
Maturity: 2024-12-20
Issue date: 2024-02-13
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.64
Leverage: Yes

Calculated values

Fair value: 2.47
Intrinsic value: 2.21
Implied volatility: 0.36
Historic volatility: 0.32
Parity: 2.21
Time value: 0.32
Break-even: 9.53
Moneyness: 1.32
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 1.20%
Delta: 0.89
Theta: 0.00
Omega: 3.22
Rho: 0.03
 

Quote data

Open: 2.34
High: 2.34
Low: 2.34
Previous Close: 2.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+108.93%
3 Months  
+196.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.34 2.22
1M High / 1M Low: 2.34 1.12
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.26
Avg. volume 1W:   0.00
Avg. price 1M:   1.81
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -